A-Share Momentum Screen Using Relative Volume and Limit-Up History

Summary

This A-share screening idea ranks stocks by relative volume and selects the ten highest, then filters for a positive but capped return over ten days and at least two limit-up events within a 500-day lookback. The post presents these conditions as proxies for recent buying interest, short-term upward movement, and historical market activity. It suggests that combining them may highlight actively traded stocks that have already shown strong moves without an especially large recent gain.

The post offers qualitative explanations for each filter and suggests adding turnover, trading volume, valuation, industry standing, or profitability measures. It does not provide a complete final selection rule: the text cuts off while restating the logic. Nor does it report a backtest, define precisely how limit-up events are counted, or demonstrate that relative volume predicts future returns. The author notes that these price and activity measures do not assess company value or fundamentals, so the screen may select stocks whose apparent strength is not durable.

Key ideas

• The proposed screen ranks stocks by relative volume and keeps the top ten.
• It combines that ranking with a positive, capped ten-day return and repeated limit-up events over a 500-day window.
• The post treats volume and limit-up history as activity and attention proxies, not measures of fundamental value.
• No performance results are given, and the final restatement of the selection logic is incomplete.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.